+465.0%
JPM vs PTC
+312.5%
+152.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +3.5% | +0.5% | +3.0% | +3.4% |
| 30D | +3.3% | +1.2% | +2.0% | +2.9% |
| 3M | -4.2% | +27.4% | -31.5% | -11.7% |
| 6M | +16.4% | +39.2% | -22.8% | +3.5% |
| YTD | +9.5% | +12.5% | -3.0% | +3.5% |
| 1Y | +14.0% | +12.3% | +1.7% | +7.8% |
| 3Y | +153.1% | +28.8% | +124.2% | +123.7% |
| 5Y | +134.9% | +60.9% | +74.0% | +89.0% |
| All | +465.0% | +312.5% | +152.5% | +218.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling